E-mini NASDAQ-100 Future September 2022

Trading Metrics calculated at close of trading on 03-Aug-2022

Day Change Summary
	Previous	Current
	02-Aug-2022	03-Aug-2022	Change	Change %	Previous Week
Open	12,974.25	12,921.00	-53.25	-0.4%	12,444.50
High	13,097.00	13,310.25	213.25	1.6%	13,012.00
Low	12,814.75	12,867.25	52.50	0.4%	12,072.00
Close	12,924.50	13,271.50	347.00	2.7%	12,971.50
Range	282.25	443.00	160.75	57.0%	940.00
ATR	348.14	354.91	6.78	1.9%	0.00
Volume	674,564	690,056	15,492	2.3%	2,900,465

Daily Pivots for day following 03-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	14,478.75	14,318.00	13,515.25
R3	14,035.75	13,875.00	13,393.25
R2	13,592.75	13,592.75	13,352.75
R1	13,432.00	13,432.00	13,312.00	13,512.50
PP	13,149.75	13,149.75	13,149.75	13,189.75
S1	12,989.00	12,989.00	13,231.00	13,069.50
S2	12,706.75	12,706.75	13,190.25
S3	12,263.75	12,546.00	13,149.75
S4	11,820.75	12,103.00	13,027.75

Weekly Pivots for week ending 29-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	15,505.25	15,178.25	13,488.50
R3	14,565.25	14,238.25	13,230.00
R2	13,625.25	13,625.25	13,143.75
R1	13,298.25	13,298.25	13,057.75	13,461.75
PP	12,685.25	12,685.25	12,685.25	12,767.00
S1	12,358.25	12,358.25	12,885.25	12,521.75
S2	11,745.25	11,745.25	12,799.25
S3	10,805.25	11,418.25	12,713.00
S4	9,865.25	10,478.25	12,454.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,310.25	12,449.00	861.25	6.5%	349.75	2.6%	96%	True	False	644,961
10	13,310.25	12,072.00	1,238.25	9.3%	337.75	2.5%	97%	True	False	612,721
20	13,310.25	11,479.25	1,831.00	13.8%	336.25	2.5%	98%	True	False	611,754
40	13,310.25	11,068.50	2,241.75	16.9%	358.00	2.7%	98%	True	False	587,451
60	13,310.25	11,068.50	2,241.75	16.9%	385.50	2.9%	98%	True	False	392,359
80	14,674.50	11,068.50	3,606.00	27.2%	402.25	3.0%	61%	False	False	294,561
100	15,305.00	11,068.50	4,236.50	31.9%	395.50	3.0%	52%	False	False	235,755
120	15,305.00	11,068.50	4,236.50	31.9%	406.75	3.1%	52%	False	False	196,469

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	81.00
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	15,193.00
2.618	14,470.00
1.618	14,027.00
1.000	13,753.25
0.618	13,584.00
HIGH	13,310.25
0.618	13,141.00
0.500	13,088.75
0.382	13,036.50
LOW	12,867.25
0.618	12,593.50
1.000	12,424.25
1.618	12,150.50
2.618	11,707.50
4.250	10,984.50

Fisher Pivots for day following 03-Aug-2022
Pivot	1 day	3 day
R1	13,210.50	13,201.75
PP	13,149.75	13,132.25
S1	13,088.75	13,062.50

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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